Publication Details
Issue: Vol 6, No 6 (2025)
Pages: 1360-1367
ISSN: 2690-9626
Abstract
This research aims to study Box-Jenkins models. ARIMA models, which rely on the degree of auto regression, the degree of integration, and the degree of moving averages to predict the exchange rate of the US dollar against the Iraqi dinar ID. The Box-Jenkins methodology was developed to construct a time series model, and then select the best model to predict future values of the US dollar exchange rate against the ID. Forecasting was conducted on a four-year time series, from 2022 to 2025. It was found that the best forecasting model is (2,1,4).
Keywords
Exchange Rate
Forecasting
Moving Averages
Auto Regression
Box-Jenkins